XWD1.DE vs. XDEQ.DE
XWD1.DE (Xtrackers MSCI World Swap UCITS ETF 1D) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both Global Equities funds from Xtrackers tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, XWD1.DE returned 11.92%/yr vs 11.42%/yr for XDEQ.DE. With a 0.96 correlation, they move nearly in lockstep. XWD1.DE charges 0.19%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XWD1.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWD1.DE achieves a 10.27% return, which is significantly higher than XDEQ.DE's 9.48% return.
XWD1.DE
- 1D
- -0.01%
- 1M
- 4.84%
- YTD
- 10.27%
- 6M
- 10.70%
- 1Y
- 22.28%
- 3Y*
- 15.87%
- 5Y*
- 11.92%
- 10Y*
- —
XDEQ.DE
- 1D
- 0.79%
- 1M
- 4.30%
- YTD
- 9.48%
- 6M
- 10.18%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XWD1.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 10.27% | 6.48% | 23.90% | 19.19% | -13.65% | 50.64% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 28.59% |
Correlation
The correlation between XWD1.DE and XDEQ.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.96 |
The correlation between XWD1.DE and XDEQ.DE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
XWD1.DE vs. XDEQ.DE — Risk / Return Rank
XWD1.DE
XDEQ.DE
XWD1.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| XWD1.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.04 | +0.06 |
| Martin ratioReturn relative to average drawdown | 12.26 | 12.17 | +0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XWD1.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.78 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.80 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.80 | +0.21 |
Drawdowns
XWD1.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XWD1.DE drawdown since its inception was -22.05%, smaller than the maximum XDEQ.DE drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XWD1.DE and XDEQ.DE.
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Drawdown Indicators
| XWD1.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.05% | -32.16% | +10.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -6.22% | -0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -22.05% | -20.59% | -1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -22.05% | -20.59% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.16% | — |
Current DrawdownCurrent decline from peak | -0.32% | 0.00% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.75% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.56% | +0.25% |
Volatility
XWD1.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) has a higher volatility of 2.61% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XWD1.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWD1.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 2.36% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 7.32% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 10.64% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 14.12% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 15.35% | +1.09% |
XWD1.DE vs. XDEQ.DE - Expense Ratio Comparison
XWD1.DE has a 0.19% expense ratio, which is lower than XDEQ.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XWD1.DE vs. XDEQ.DE - Dividend Comparison
Neither XWD1.DE nor XDEQ.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 0.00% | 0.00% | 0.00% | 0.78% | 0.88% |
Frequently Asked Questions
With a correlation of 0.93, XWD1.DE and XDEQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XWD1.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWD1.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XDEQ.DE.
Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.19% for XWD1.DE and 0.25% for XDEQ.DE.
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